-87.5%
MSTU vs SGI
+31.3%
-118.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -3.5% |
| 7D | +12.9% | +0.6% | +12.3% | +13.0% |
| 30D | +68.3% | +5.5% | +62.8% | +59.8% |
| 3M | +0.4% | -3.6% | +4.0% | +1.5% |
| 6M | -41.5% | -15.0% | -26.5% | -32.2% |
| YTD | -61.7% | -23.0% | -38.7% | -51.5% |
| 1Y | -93.7% | -18.4% | -75.2% | -93.0% |
| All | -87.5% | +31.3% | -118.8% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling